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                13.10.2015 21:40

                Risk Parameters Change from October 20, 2015

                Risk Parameters for the following instruments will be changed starting from October 20, 2015:

                Securities market

                Bonds

                  Ticker Current IM rates New IM rates Current Concentration Limits New Concentration Limits
                S_1_min S_2_min S_3_min S_1_min S_1_min S_2_min S_3_min S_1_min S_1_min S_2_min
                1 SU24018RMFS2 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                2 SU25077RMFS7 3% 6% 9% 3% 4% 5% 1 000 000 5 000 000 1 000 000 5 000 000
                3 SU25080RMFS1 6% 9% 12% 6% 7% 8% 1 000 000 5 000 000 1 000 000 5 000 000
                4 SU25081RMFS9 7% 10% 13% 7% 8% 9% 1 000 000 5 000 000 1 000 000 5 000 000
                5 SU25082RMFS7 4% 7% 10% 4% 5% 6% 1 000 000 5 000 000 1 000 000 5 000 000
                6 SU26203RMFS8 4% 7% 10% 4% 5% 6% 1 000 000 5 000 000 1 000 000 5 000 000
                7 SU26204RMFS6 7% 10% 13% 7% 8% 9% 1 000 000 5 000 000 1 000 000 5 000 000
                8 SU26205RMFS3 9% 12% 15% 9% 10% 11% 1 000 000 5 000 000 1 000 000 5 000 000
                9 SU26206RMFS1 6% 9% 12% 6% 7% 8% 1 000 000 5 000 000 1 000 000 5 000 000
                10 SU26207RMFS9 12% 15% 18% 12% 13% 14% 1 000 000 5 000 000 1 000 000 5 000 000
                11 SU26208RMFS7 7% 10% 13% 7% 8% 9% 1 000 000 5 000 000 1 000 000 5 000 000
                12 SU26209RMFS5 9% 12% 15% 9% 10% 11% 1 000 000 5 000 000 1 000 000 5 000 000
                13 SU26210RMFS3 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                14 SU26211RMFS1 10% 13% 16% 10% 11% 12% 1 000 000 5 000 000 1 000 000 5 000 000
                15 SU26212RMFS9 13% 16% 19% 13% 14% 15% 1 000 000 5 000 000 1 000 000 5 000 000
                16 SU26214RMFS5 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                17 SU26215RMFS2 10% 13% 16% 10% 11% 12% 1 000 000 5 000 000 1 000 000 5 000 000
                18 SU26216RMFS0 7% 10% 13% 7% 8% 9% 1 000 000 5 000 000 1 000 000 5 000 000
                19 SU29006RMFS2 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                20 SU29007RMFS0 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                21 SU29008RMFS8 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                22 SU29009RMFS6 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                23 SU29010RMFS4 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                24 SU29011RMFS2 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                25 SU46005RMFS3 7% 10% 13% 7% 8% 9% 1 000 000 5 000 000 1 000 000 5 000 000
                26 SU46011RMFS1 9% 12% 15% 40% 60% 100% 1 000 000 5 000 000 1 000 19 000
                27 SU46012RMFS9 14% 17% 20% 40% 60% 100% 1 000 000 5 000 000 1 000 11 000
                28 SU46014RMFS5 7% 10% 13% 7% 8% 9% 2 000 000 10 000 000 2 000 000 10 000 000
                29 SU46017RMFS8 5% 8% 11% 3% 4% 5% 2 000 000 10 000 000 2 000 000 10 000 000
                30 SU46018RMFS6 9% 12% 15% 9% 10% 11% 1 000 000 5 000 000 1 000 000 5 000 000
                31 SU46019RMFS4 7% 10% 13% 7% 8% 9% 1 000 000 5 000 000 1 000 000 5 000 000
                32 SU46020RMFS2 16% 19% 22% 16% 17% 18% 1 000 000 5 000 000 1 000 000 5 000 000
                33 SU46021RMFS0 7% 10% 13% 7% 8% 9% 1 000 000 5 000 000 1 000 000 5 000 000
                34 SU46022RMFS8 10% 13% 16% 10% 11% 12% 1 000 000 5 000 000 1 000 000 5 000 000
                35 SU46023RMFS6 40% 45% 50% 40% 41% 42% 1 000 000 5 000 000 1 000 000 5 000 000
                36 SU48001RMFS0 8% 11% 14% 8% 9% 10% 1 000 000 5 000 000 1 000 000 5 000 000
                37 SU52001RMFS3 12% 15% 18% 12% 13% 14% 1 000 000 5 000 000 1 000 000 5 000 000
                38 RU000A0JQAM6 7% 10% 13% 40% 45% 50% 200 000 1 000 000 200 000 1 000 000
                39 RU000A0JRF37 25% 30% 35% 8% 11% 14% 100 000 500 000 100 000 500 000
                40 RU000A0JU9S7 16% 20% 24% 11% 16% 20% 200 000 1 000 000 200 000 1 000 000
                41 RU000A0JU9T5 16% 20% 24% 11% 16% 20% 200 000 1 000 000 200 000 1 000 000
                42 RU000A0JR217 7% 10% 13% 20% 25% 30% 200 000 1 000 000 200 000 1 000 000

                Shares

                  Ticker Current IM rates New IM rates Current Concentration Limits New Concentration Limits
                S_1_min S_2_min S_3_min S_1_min S_1_min S_2_min S_3_min S_1_min S_1_min S_2_min
                1 SBER 15% 20% 25% 14% 18% 25% 32 651 100 65 302 200 32 651 100 65 302 200
                2 GAZP 15% 20% 25% 14% 18% 25% 8 645 190 17 290 380 8 645 190 17 290 380
                3 VTBR 15% 20% 25% 14% 18% 25% 8 698 600 000 17 397 200 000 8 698 600 000 17 397 200 000
                4 LKOH 15% 20% 25% 14% 18% 25% 263 480 526 960 263 480 526 960
                5 GMKN 15% 20% 25% 14% 18% 25% 60 843 121 686 60 843 121 686
                6 SNGSP 15% 20% 25% 14% 18% 25% 10 911 500 21 823 000 10 911 500 21 823 000
                7 MGNT 15% 20% 25% 14% 18% 25% 26 990 53 980 26 990 53 980
                8 ROSN 15% 20% 25% 14% 18% 25% 1 088 620 2 177 240 1 088 620 2 177 240
                9 SBERP 18% 23% 28% 17% 18% 28% 4 882 400 9 764 800 4 882 400 9 764 800
                10 SNGS 15% 20% 25% 14% 18% 25% 5 966 900 11 933 800 5 966 900 11 933 800
                11 CHMF 20% 25% 30% 18% 23% 30% 262 070 524 140 262 070 524 140
                12 MAGN 35% 59% 95% 33% 57% 95% 6 407 300 12 814 600 6 407 300 12 814 600
                13 ALRS 25% 40% 50% 23% 38% 50% 2 167 200 4 334 400 2 167 200 4 334 400
                14 MOEX 18% 23% 28% 16% 21% 28% 1 749 760 3 499 520 1 749 760 3 499 520
                15 RTKM 25% 35% 45% 23% 33% 45% 497 120 994 240 497 120 994 240
                16 NLMK 25% 35% 45% 23% 33% 45% 717 850 1 435 700 717 850 1 435 700
                17 PIKK 35% 59% 95% 35% 59% 95% 175 000 350 000 35 000 70 000
                18 OFCB 50% 60% 70% 50% 60% 70% 2 300 4 600 750 1 500
                19 OTCP 70% 85% 95% 70% 85% 95% 10 490 20 980 150 300

                Currency market

                Currencies

                    Current IM rates New IM rates
                  Currency S_1_min S_2_min S_1_min S_2_min S_1_min S_2_min
                1 USD 9% 10% 11% 8% 9.5% 11%
                2 EUR 9% 10% 11% 8% 9.5% 11%
                3 CNY 9% 10% 11% 8% 9.5% 11%
                4 GBP 9% 10% 11% 8% 9.5% 11%
                5 HKD 9% 10% 11% 8% 9.5% 11%

                Standardised OTC derivatives market

                  Current value New value
                Currency Risk rate 9% 8%

                Derivatives market

                Minimum basic sizes of the initial margin

                  Ticker Contract Current Basic IM size NEW Basic IM size
                  Shares
                1 CHMF Severstal ordinary shares 20% 18%
                2 GAZR Gazprom ordinary shares 15% 14%
                3 GMKR MMC Norilsk Nickel ordinary share 15% 14%
                4 GVW3 Volkswagen AG  preferred shares 12% 20%
                5 LKOH LUKoil Holdings ordinary shares 15% 14%
                6 MOEX Moscow Exchange ordinary shares 20% 16%
                7 MGNT Magnit ordinary shares 15% 14%
                8 MTSI Mobile TeleSystems ordinary shares 20% 15%
                9 NOTK NOVATEK ordinary shares 20% 18%
                10 ROSN Rosneft ordinary shares 15% 14%
                11 RTKM Rostelecom ordinary shares 25% 23%
                12 SBRF Sberbank of Russia ordinary shares 15% 14%
                13 SNGP Surgutneftegas preferred shares 15% 14%
                14 SNGR Surgutneftegas ordinary shares 15% 14%
                15 VTBR VTB Bank ordinary shares 15% 14%
                  Currencies
                16 CY CNY/RUB Exchange Rate 9% 8%
                17 Eu EUR/RUB Exchange rate 9% 8%
                18 Si USD/RUB Exchange rate 9% 8%

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